DYNAMIC PORTFOLIO UNDER DEFAULTY ASSETS
This research aims to ?nd an optimal solution for dynamic portfolio in ?nite-time horizon under defaulty assets. Defaulty assets mean that the assets has a chance to be liquidated in a ?nite time horizon, e.g corporate bond. As a reference in making investment decisions, the concept of utility funct...
Saved in:
| Main Author: | |
|---|---|
| Format: | Dissertations |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/86876 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |